Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51616.77 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48417.71 Kr¶

PnL: ---------------------------------------> -669.86 Kr¶

DD now: ---------------------------------> -0.631 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 11:57:33.357357'

Anic Portfolio¶

Today¶

Return: -0.543 %¶

This Week¶

Return: 8.605 %¶

Total¶

Return: 68.98 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.430000 770.800000 97.800000 14.530000 673.000000
Nordea Bank Abp 29 0.210000 3542.640000 88.640000 2.570000 3453.999992
SAAB B 8 0.070000 3429.600000 52.600000 1.560000 3377.000000
HEBA B 70 -1.410000 2684.500000 48.500000 1.840000 2636.000010
Swedbank A 3 2.890000 608.100000 44.100000 7.820000 564.000000
Resurs Holding 22 0.790000 613.800000 39.800000 6.930000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.770000 589.920000 32.920000 5.910000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.810000 380.000000 25.000000 7.040000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
Intrum 4 0.590000 542.600000 15.600000 2.960000 527.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Norva24 Group 16 -0.580000 552.000000 9.000000 1.660000 543.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Securitas B 6 -1.350000 571.320000 1.320000 0.230000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Corem Property Group B 59 -1.270000 574.070000 -2.930000 -0.510000 576.999999
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -0.510000 1636.800000 -17.200000 -1.040000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -0.870000 545.200000 -28.800000 -5.020000 574.000000
CTEK 13 -2.230000 495.170000 -38.830000 -7.270000 533.999999
International Petroleum Corp. 5 -2.800000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 0.240000 569.090000 -43.910000 -7.160000 612.999432
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 0.250000 1786.400000 -202.600000 -10.190000 1989.000002
Axfood 15 -0.300000 4033.500000 -266.500000 -6.200000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48417.710000 -669.860000 -0.63069% 49087.564636

Updated:¶

'2023-01-31 11:57:46.516619'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶